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Proper Scoring Rules for calibration.

This repository contains the code for doing calibration on multi-class and binary classification using various approaches. It is a work in progress but the basic functionality is ready. See the experiments directory for examples on how to run the code.

How to install

  1. Clone this repository:

    git clone https://github.com/luferrer/expected_cost.git

  2. Install the requirements:

    pip install -r requirements.txt

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Code for reproducing experiments of the paper.

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